Skip to main content

All Questions

Filter by
Sorted by
Tagged with
3 votes
0 answers
252 views

On the existence of fixed points of a matrix iteration

Let $A\in\mathbb{R}^{n\times n}$ be a Hurwitz stable matrix (i.e. all eigenvalues of $A$ have negative real part). Let $\succeq$ denote the standard partial order in the cone of positive semidefinite ...
4 votes
2 answers
670 views

When does this linear matrix equation have a unique symmetric, positive definite solution?

I encountered the following matrix equation for $A, N, Q \in \mathbb{R}^{n \times n}$ and $A^T=-A$ and $N^T=-N$ $$[X,A]+N^TXN+Q = 0$$ where $Q$ is symmetric, positive definite. My final goal is to ...